+24.7%
BROS vs WAB
+171.1%
-146.5%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.5% | -2.9% |
| 7D | -2.5% | +7.9% | -10.4% | -7.6% |
| 30D | -11.2% | +4.9% | -16.1% | -13.5% |
| 3M | -33.9% | +1.8% | -35.7% | -34.4% |
| 6M | -33.5% | +12.0% | -45.4% | -39.5% |
| YTD | -44.9% | +41.3% | -86.2% | -58.9% |
| 1Y | -41.5% | +43.8% | -85.3% | -56.9% |
| All | +24.7% | +171.1% | -146.5% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded WAB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling